Do not be scared. If you are uncomfortable with amale doctor, you can request a female, but remember, this is what the doctor does, this is his job, he sees naked woman all the time, and he is used to it.
As for the exam, you will lie back on an exam table, with your feet in stirrups. The doctor will insert a spectulum into the vagina. This kind of looks like a curling iron and it is to open the vagina so they can see into it to locate the cervix.This is not painful. The doctor will take a swab of your cervix, this is called a pap smear. It is to test for cervical abnormalities. It will pinch a little bit, but it is over in a second. Then the doctor will insert a finger into your vagina, and place a hand on your stomache. This is to feel the ovaries to see if there are any cysts.This should not be painful. The doctor may also take aditional swabs of the vagina to test for STDs if you request it. The doctor may also perform a breast exam to feel for any lumps. This is not painful.
The whole exam does not take very long at all, and although uncomfortable, it is a nessessary part of being a healthy woman.